CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8392 |
0.8406 |
0.0015 |
0.2% |
0.8333 |
| High |
0.8429 |
0.8467 |
0.0039 |
0.5% |
0.8346 |
| Low |
0.8365 |
0.8402 |
0.0037 |
0.4% |
0.8301 |
| Close |
0.8416 |
0.8459 |
0.0043 |
0.5% |
0.8333 |
| Range |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0046 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
137,138 |
179,539 |
42,401 |
30.9% |
211,990 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8639 |
0.8615 |
0.8495 |
|
| R3 |
0.8574 |
0.8549 |
0.8477 |
|
| R2 |
0.8508 |
0.8508 |
0.8471 |
|
| R1 |
0.8484 |
0.8484 |
0.8465 |
0.8496 |
| PP |
0.8443 |
0.8443 |
0.8443 |
0.8449 |
| S1 |
0.8418 |
0.8418 |
0.8453 |
0.8430 |
| S2 |
0.8377 |
0.8377 |
0.8447 |
|
| S3 |
0.8312 |
0.8353 |
0.8441 |
|
| S4 |
0.8246 |
0.8287 |
0.8423 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8463 |
0.8443 |
0.8358 |
|
| R3 |
0.8417 |
0.8398 |
0.8345 |
|
| R2 |
0.8372 |
0.8372 |
0.8341 |
|
| R1 |
0.8352 |
0.8352 |
0.8337 |
0.8355 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8328 |
| S1 |
0.8307 |
0.8307 |
0.8328 |
0.8310 |
| S2 |
0.8281 |
0.8281 |
0.8324 |
|
| S3 |
0.8235 |
0.8261 |
0.8320 |
|
| S4 |
0.8190 |
0.8216 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8467 |
0.8301 |
0.0167 |
2.0% |
0.0063 |
0.7% |
95% |
True |
False |
123,726 |
| 10 |
0.8467 |
0.8260 |
0.0208 |
2.5% |
0.0048 |
0.6% |
96% |
True |
False |
89,737 |
| 20 |
0.8467 |
0.8058 |
0.0410 |
4.8% |
0.0067 |
0.8% |
98% |
True |
False |
107,849 |
| 40 |
0.8467 |
0.8058 |
0.0410 |
4.8% |
0.0055 |
0.6% |
98% |
True |
False |
56,097 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.1% |
0.0055 |
0.6% |
93% |
False |
False |
37,567 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.1% |
0.0056 |
0.7% |
93% |
False |
False |
28,203 |
| 100 |
0.8608 |
0.8058 |
0.0551 |
6.5% |
0.0060 |
0.7% |
73% |
False |
False |
22,565 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0055 |
0.7% |
75% |
False |
False |
18,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8745 |
|
2.618 |
0.8638 |
|
1.618 |
0.8573 |
|
1.000 |
0.8533 |
|
0.618 |
0.8507 |
|
HIGH |
0.8467 |
|
0.618 |
0.8442 |
|
0.500 |
0.8434 |
|
0.382 |
0.8427 |
|
LOW |
0.8402 |
|
0.618 |
0.8361 |
|
1.000 |
0.8336 |
|
1.618 |
0.8296 |
|
2.618 |
0.8230 |
|
4.250 |
0.8123 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8451 |
0.8436 |
| PP |
0.8443 |
0.8413 |
| S1 |
0.8434 |
0.8390 |
|